On the polynomial structural relationship

淡江大學機構典藏 > 理學院 > 數學學系暨研究所 > 期刊論文 > Item 987654321/41663

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題名:	On the polynomial structural relationship
作者:	黃逸輝;Huang, Steve Y. H.;Huwang, Longcheen
貢獻者:	淡江大學數學學系
關鍵詞:	Mean squared error;measurement error;polynomial regression;weighted least squares
日期:	2001-09-01
上傳時間:	2010-01-28
出版者:	Statistical Society of Canada
摘要:	In estimating a linear measurement error model, extra information is generally needed to identify the model. Here the authors show that the polynomial structural model with errors in the endogenous and exogenous variables can be identified without any extra information if the degree is greater than one. They also show that a weighted least squares approach for the estimation of the parameters in the model leads to the same estimates as the solutions of a system of estimating equations.
關聯:	Canadian Journal of Statistics 29(3), pp.495-512
DOI:	10.2307/3316043
顯示於類別:	[數學學系暨研究所] 期刊論文

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